facebook-pixel

Quantitative Back Testing Developer

Industry Financial Services

Specialization Or Business Function Finance, R&D (Unmet Need Analysis)

Technical Function Analytics (Simulation, Time Series Analysis)

Technology & Tools Data Analysis and AI Tools (Pandas), Programming Languages and Frameworks (SQL, Python)

CLOSED FOR BIDDING

Project Description

Founded in 2005, we are a small company in Santa Cruz, California that harnesses the collective wisdom of online investors to gain an edge in the stock market. Our Research Department works with one of the most extensive investor sentiment databases in the world.  As part of these activities, we use back-testing systems to evaluate investment strategies built from this proprietary data.

 

Skills required:

  • Computer Science or Software Engineering education or equivalent industry experience
  • 5+ years developing in Python, preferably in a quantitative equity trading environment.
  • 3+ years’ experience in SQL and relational databases.
  • Writes highly readable, maintainable, and testable code.
  • Knowledge of equity financial markets.

 

Additionally, we highly value the following:

  • Experience scaling systems and addressing the performance issues that come with scale.
  • Experience creating back-testing systems both loop-based and event-based  which handle share quantities, deal with corporate actions, and produce daily reports with multiple statistics (e.g. descriptive stats and performance metrics).
  • Experience in moving from simulation to a production environment with multiple trading platforms.
  • Knowledge of APIs for Interactive Brokers, Wolverine Execution Services, and/or other brokers.

 

As a small team, we value accuracy and quality. You will report to the Head of Research and operate with a high degree of independence. You value tackling difficult problems and like to work on projects that make you proud. If you are at the intersection of Finance and Engineering, are smart, have a strong work ethic, are enthusiastic, driven and know how to get things done, we want to talk to you.

Project Overview

  • Posted
    October 26, 2017
  • Planned Start
    October 25, 2017
  • Delivery Date
    November 22, 2017
  • Preferred Location
    United States

Client Overview


EXPERTISE REQUIRED
Back testing

Matching Providers